The Term Structure of Bond Market Liquidity Conditional on the Economic Environment: An Analysis of Government Guaranteed Bonds

SSRN Electronic Journal
doi 10.2139/ssrn.2033170
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Elsevier BV

Related search

Quantitative Easing and Liquidity in the Japanese Government Bond Market

SSRN Electronic Journal
2016English

How Has Sovereign Bond Market Liquidity Changed? - An Illiquidity Spillover Analysis

SSRN Electronic Journal
2016English

The Capitalization of Taxes in Bond Prices: Evidence From the Market for Government of Canada Bonds

Journal of Banking and Finance
EconomicsEconometricsFinance
2009English

Estimating Liquidity Premia in the Spanish Government Securities Market

European Journal of Finance
EconomicsEconometricsFinance
2004English

Liquidity and Market Structure

Journal of Finance
AccountingEconomicsEconometricsFinance
1988English

Analyzing Interest Rate Risk: Stochastic Volatility in the Term Structure of Government Bond Yields

Journal of Banking and Finance
EconomicsEconometricsFinance
2012English

Estimating Term Structure Changes Using Principal Component Analysis in Indian Sovereign Bond Market

SSRN Electronic Journal
2012English

An Analysis of Liquidity Skewness for European Sovereign Bond Markets

Finance Research Letters
Finance
2018English

Assessing the Risks to the Japanese Government Bond (JGB) Market

IMF Working Papers
2011English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy